Berwyn Income Correlations

BERIX Fund

USD 14.40 0.05 0.35%

The current 90-days correlation between Berwyn Income and Dreyfus Large Cap is 0.23 (i.e., Modest diversification). The correlation of Berwyn Income is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Berwyn Income Correlation With Market

Very weak diversification

The correlation between Berwyn Income Fund and DJI is 0.48 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Berwyn Income Fund and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Berwyn Income Fund. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with Berwyn Mutual Fund

0.68	HIGJX	Eagle Growth Income	Pair Corr
0.67	CWSRX	Columbia Large Cap	Pair Corr
1.0	BERSX	Carillon Chartwell Real	Pair Corr
0.89	BERGX	Carillon Chartwell Real	Pair Corr
0.68	BERHX	Carillon Chartwell Real	Pair Corr

Moving against Berwyn Mutual Fund

0.38	HIGCX	Eagle Growth Income	Pair Corr
0.38	HIGUX	Eagle Growth Income	Pair Corr
0.6	SUBDX	Carillon Reams Uncon	Pair Corr
0.59	SUBTX	Carillon Reams Uncon	Pair Corr
0.57	SUBEX	Carillon Reams Uncon	Pair Corr
0.53	SUBFX	Scout Unconstrained Bond	Pair Corr
0.35	SCPEX	Carillon Reams Core	Pair Corr
0.48	HAGIX	Eagle Mid Cap	Pair Corr
0.36	HAGCX	Eagle Mid Cap	Pair Corr
0.35	HRCVX	Eagle Growth Income	Pair Corr

Related Correlations Analysis

	DLQIX	TACLX	AMEFX	LMISX	TADGX	FCLKX	LMUSX	JDVNX
DLQIX		0.77	0.93	0.91	0.73	0.86	0.9	0.92	DLQIX
TACLX	0.77		0.88	0.81	0.82	0.81	0.81	0.82	TACLX
AMEFX	0.93	0.88		0.91	0.8	0.87	0.91	0.91	AMEFX
LMISX	0.91	0.81	0.91		0.9	0.96	1.0	0.92	LMISX
TADGX	0.73	0.82	0.8	0.9		0.93	0.9	0.85	TADGX
FCLKX	0.86	0.81	0.87	0.96	0.93		0.96	0.95	FCLKX
LMUSX	0.9	0.81	0.91	1.0	0.9	0.96		0.92	LMUSX
JDVNX	0.92	0.82	0.91	0.92	0.85	0.95	0.92		JDVNX
	DLQIX	TACLX	AMEFX	LMISX	TADGX	FCLKX	LMUSX	JDVNX

Risk-Adjusted Indicators

There is a big difference between Berwyn Mutual Fund performing well and Berwyn Income Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Berwyn Income's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DLQIX	0.89	0.32	0.32	0.65	0.41	(1.09)	1.47	(1.30)	19.80
TACLX	0.57	0.04	(0.01)	0.24	0.64	(0.61)	1.17	(1.10)	4.16
AMEFX	0.47	0.10	0.16	0.29	0.05	(0.59)	0.79	(0.70)	7.24
LMISX	0.64	0.06	0.04	0.13	0.81	(0.64)	1.57	(1.32)	4.04
TADGX	0.51	(0.01)	(0.04)	0.05	0.58	(0.54)	0.98	(0.97)	2.18
FCLKX	0.63	0.05	0.04	0.12	0.73	(0.66)	1.35	(1.32)	3.44
LMUSX	0.64	0.06	0.04	0.13	0.78	(0.64)	1.56	(1.35)	4.05
JDVNX	0.76	0.10	0.12	0.16	0.66	(0.91)	1.48	(1.28)	7.95

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